Cut a notch in the middle of each of the pieces of wood, until halfway, as wide as the thickness of the wood. This way both pieces can fit into each other to form an X. Use the 2 other smaller pieces of wood in opposite corners of the X to attach both long pieces with screws.
On the top end of the long pieces of wood you make 5 equidistant cuts, about 5mm deep.
Wind the copper wire 5 times (spirally) around the X running it through the 5 cuts.
Get rid of the insulation at the ends and solder a female plug to them.
The impedance of the antenna being very low (less than 5 ohms) it is good, in order to gain more signal, to raise it up to at least 500 ohm with a transformer (as it will have to be connected to a preamped input (averaging around 2000 ohm). But the antenna will also work without this.
Connect the antenna with a shielded microphone lead to the microphone input of your mixing desk or recorder. Hold the antenna in a + position, for best reception, instead of x.
The antenna will receive signals between 50 and 12000 Hz, way below most man made transmissions. Ideally you will take your antenna to the Gobi desert or any other secluded place, far away from electro magnetically polluted civilization. And then you may hear natural radio-frequency signals, like static and 'whistlers' caused by distant and nearby lightning. In an urban environment (and way into the countryside of industrialized countries) however you will mainly hear electro-magnetic pollution, in Europe, mostly the 50Hz of the power lines. It is much more monotonous, far less poetic than atmospherics but still enjoyable.
Still, if you're curious about the real natural radio-frequency signals you can always listen to Alvin Lucier's work Sferics (published by Lovely Music) recorded on a mountain top in Colorado, using similar antennae.
You can read more about large loop antennae and natural radio-frequency signals in Calvin R. Graf's book 'Listen to Radio Energy, Light and Sound' (Howard W. Sams & Co, 1978, ISBN 0-672-21525-X) and more about Alvin Lucier's Sferics recordings in his book Reflexionen/Refelctions (MusikTexte 1995, ISBN 3-9803151-2-6).